A symbolic test for testing independence between time series

DOI10.1111/j.1467-9892.2009.00645.xzbMath1224.62065OpenAlexW1965172371MaRDI QIDQ3077678

José Miguel Rodríguez, Mariano Matilla-García, Manuel Ruiz Marin

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00645.x

zbMATH Keywords

entropysymbolic analysis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)

Related Items

Using permutations to detect dependence between time series

Cites Work

• Unnamed Item
• Unnamed Item
• A non-parametric independence test using permutation entropy
• Estimation of entropy and other functionals of a multivariate density
• A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function
• Relative Entropy Measures of Multivariate Dependence
• Testing for independence between two covariance stationary time series
• A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series
• Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
• Tests for non-correlation of two cointegrated ARMA time series